Lecture 1

Saturday, October 16, 2010 - 9:00am - 9:45am
Keller 3-180
Christoph Schwab (ETH Zürich)
Problem formulation; examples of elliptic, parabolic, hyperbolic equations with stochastic data; well posedness; the case of infinite dimensional input data (random field); data representation; expansions using a countable number of random variables; truncation and convergence results
MSC Code: